+281.8%
ADP vs CDW
+285.0%
-3.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -3.4% | +3.2% | -6.6% | -4.7% |
| 30D | +2.8% | +9.3% | -6.5% | -1.2% |
| 3M | +20.9% | +9.8% | +11.1% | +15.2% |
| 6M | +29.9% | +23.3% | +6.5% | +15.7% |
| YTD | +9.6% | +13.7% | -4.0% | +0.7% |
| 1Y | -5.3% | -6.5% | +1.2% | -6.1% |
| 3Y | +16.5% | -25.2% | +41.7% | +22.5% |
| 5Y | +49.4% | -19.5% | +68.9% | +47.7% |
| All | +281.8% | +285.0% | -3.3% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling